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arXiv · 1205.3399

Random walks in Euclidean space

Péter Pál Varjú
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Abstract

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove a local limit theorem under a suitable moment condition and a necessary non-degeneracy condition. Under stronger hypothesis, we prove a limit theorem on a wide range of scales: between e^(-cl^(1/4)) and l^(1/2), where l is the number of steps.

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Péter Pál Varjú. 2015-08-14. Random walks in Euclidean space. https://doi.org/10.4007/annals.2015.181.1.4

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